Stein's method in high dimensions with applications

DOI10.1214/11-AIHP473zbMath1287.60043arXiv1101.4454OpenAlexW2018502686MaRDI QIDQ1951509

Adrian Roellin

Publication date: 6 June 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.4454

zbMATH Keywords

Stein's methodSherrington-Kirkpatrick modellast passage percolationCurie-Weiss modelGaussian interpolation

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Functional limit theorems; invariance principles (60F17)

Related Items (13)

On Stein's method for multivariate self-decomposable laws with finite first moment ⋮ The critical 2d stochastic heat flow ⋮ Stein's method for conditional central limit theorem ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ Bootstrap consistency for quadratic forms of sample averages with increasing dimension ⋮ Gaussian approximation for high dimensional vector under physical dependence ⋮ Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors ⋮ Estimation and inference for precision matrices of nonstationary time series ⋮ Stein’s method of normal approximation for dynamical systems ⋮ On nonparametric inference for spatial regression models under domain expanding and infill asymptotics ⋮ On Stein's method for multivariate self-decomposable laws ⋮ Simulation and Analytical Approach to the Identification of Significant Factors ⋮ A multivariate Berry-Esseen theorem with explicit constants

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